I know my husband's first "food" was orange juice but that was almost 40 years ago. These days it is suggested to go with a rice cereal (or what used to be called farrex) mixed with milk (EMB or formula). Less harsh on the tummy. I used the brand Holle which is organic and can be found at Citysuper, 360 and several other supermarkets.

I would wait till 6 months old before introducing any solids. I started mine with rice cereal (Earth's Best, Organix, Bellamy's, lots of good brands in ThreeSixty, GREAT or Park N Shop International) mixed with formula milk. However, it caused serious constipation. You could consider starting with apple puree. Check out this website on what to do:-

orange juice is acidic and more allergenic than other fruits like apples or pears. i agree with city jammer in that you should consider waiting because it could cause constipation (not to mention trigger allergies) if your baby is only 4 months old. any particular reason you are starting him on solids now as opposed to waiting a month or two?

We went with rice and formula milk. Followed by the other grain cereals (barley, oat, multi), a new one every couple of weeks to make sure we didn't uncover any allergies.
And why not water instead of juice?

We also started with rice cereal and then moved on to pureed fruit (pears and apples steamed, peeled and pureed). The other issue with juice is that it often contains loads of sugar or at least the ratio of sugar to other nutrients is much higher than in the fruits themselves.

Also think four months seems a bit young, but if your child enjoys the solids and doesn't get so much that it reduces the milk that s/he is getting, I suppose that's neither here or there.